广义Wigner矩阵最大特征值的定量traci - wisdom律

IF 1.3 3区 数学 Q2 STATISTICS & PROBABILITY Electronic Journal of Probability Pub Date : 2023-01-01 DOI:10.1214/23-ejp1028
Kevin Schnelli, Yuanyuan Xu
{"title":"广义Wigner矩阵最大特征值的定量traci - wisdom律","authors":"Kevin Schnelli, Yuanyuan Xu","doi":"10.1214/23-ejp1028","DOIUrl":null,"url":null,"abstract":"We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":"3 1","pages":"0"},"PeriodicalIF":1.3000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices\",\"authors\":\"Kevin Schnelli, Yuanyuan Xu\",\"doi\":\"10.1214/23-ejp1028\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.\",\"PeriodicalId\":50538,\"journal\":{\"name\":\"Electronic Journal of Probability\",\"volume\":\"3 1\",\"pages\":\"0\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Journal of Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/23-ejp1028\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/23-ejp1028","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1

摘要

我们证明了当矩阵维数N趋于无穷时,任一广义Wigner矩阵H的最大特征值涨落以接近0 (N−1∕3)的速率收敛于Tracy-Widom定律。我们允许H项的方差具有不同的值,但具有可比较的大小,使得∑iE|hij|2=1。我们的结果改进了Bourgade[8]先前的速率O(N−2∕9),并且证明依赖于边缘附近的第一长时间Green函数比较定理,而不受第二矩匹配限制。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H converge to the Tracy–Widom laws at a rate nearly O(N−1∕3), as the matrix dimension N tends to infinity. We allow the variances of the entries of H to have distinct values but of comparable sizes such that ∑iE|hij|2=1. Our result improves the previous rate O(N−2∕9) by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Electronic Journal of Probability
Electronic Journal of Probability 数学-统计学与概率论
CiteScore
1.80
自引率
7.10%
发文量
119
审稿时长
4-8 weeks
期刊介绍: The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory. Both ECP and EJP are official journals of the Institute of Mathematical Statistics and the Bernoulli society.
期刊最新文献
A Palm space approach to non-linear Hawkes processes Stochastic evolution equations with Wick-polynomial nonlinearities Corrigendum to: The sum of powers of subtree sizes for conditioned Galton–Watson trees Stochastic sewing in Banach spaces Convergence rate for geometric statistics of point processes having fast decay of dependence
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1